Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 74 0 3 10 191
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 0 12 0 5 10 63
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 3 8 12 933
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 25 0 2 12 75
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 0 21 1 1 18 133
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 242 0 5 13 1,243
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 0 1 14 104
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 0 151 1 2 14 450
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 0 6 14 739
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 1 1 7 571
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 0 36 0 1 18 125
Model comparison using the Hansen-Jagannathan distance 0 0 0 118 0 2 15 351
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 0 0 33 0 2 13 168
Playing the field: Geomagnetic storms and international stock markets 0 0 1 310 0 134 213 1,369
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 1 154 0 7 22 612
Robust inference in linear asset pricing models 0 0 0 35 0 3 8 74
Specification tests of asset pricing models using excess returns 0 0 0 113 0 4 17 465
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 0 0 6 73
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 0 2 6 294
The price of inflation and foreign exchange risk in international equity markets 0 0 0 233 2 5 14 1,011
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 0 21 0 0 13 75
Total Working Papers 0 0 2 2,170 8 194 469 9,119

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 0 45 0 3 7 174
Financial market frictions 0 0 0 117 1 2 11 371
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 1 81 6 13 25 234
Model Comparison Using the Hansen-Jagannathan Distance 0 0 0 54 0 3 21 196
Specification tests of asset pricing models using excess returns 0 0 0 63 0 1 9 265
The news in financial asset returns 0 0 0 6 0 2 6 201
Total Journal Articles 0 0 1 366 7 24 79 1,441

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Statistics updated 2026-07-10